+91.8%
OKTA vs ALHC
+151.5%
-59.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.2% |
| 7D | +5.9% | -4.1% | +10.0% | +6.0% |
| 30D | +14.6% | -5.4% | +20.0% | +14.7% |
| 3M | +44.0% | -32.1% | +76.1% | +46.1% |
| 6M | +116.7% | -28.5% | +145.2% | +119.2% |
| YTD | +99.8% | -34.0% | +133.8% | +103.0% |
| 1Y | +84.1% | -20.9% | +105.0% | +84.1% |
| All | +91.8% | +151.5% | -59.8% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling